+309.1%
PODD vs VT
+215.5%
+93.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.4% |
| 7D | -2.1% | -2.3% | +0.2% | +0.2% |
| 30D | +9.0% | -5.0% | +14.0% | +14.5% |
| 3M | +5.2% | -4.9% | +10.1% | +10.3% |
| 6M | -3.2% | -1.5% | -1.6% | -2.8% |
| YTD | -48.5% | +8.5% | -56.9% | -53.3% |
| 1Y | -54.7% | +11.4% | -66.1% | -60.0% |
| 3Y | -7.8% | +70.1% | -77.9% | -47.4% |
| 5Y | -52.4% | +53.7% | -106.2% | -69.8% |
| All | +309.1% | +215.5% | +93.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling